checking presense of a file "sort of" requires you to read it with HTTP. it might work with just the "HEAD" verb rather than the "GET" verb, but it depends which http server software you're using.

WinInet requires DLL's as well, but they're preinstalled on all versions of windows since Win2000. on something before Win2000 it won't work.
But your app will also need other system dlls, so self contained.. yes, if that's what you mean.